Strasmore Research
Learn am Matt ConnorBy Matt Connor · Updated 2026-07-25

When FINRA dey release short interest data?

FINRA dey publish short interest two times for month: mid-month and month-end, roughly eight business days after each settlement date. See di live release cadence and lag.

Short interest dey comot two times for month on top one fixed FINRA schedule: one settlement date for mid-month, one for month-end, and dem dey release di compiled file roughly eight business days after each one. Di newest short interest print wey dey for file here na di Jun 30, 2026 settlement, wey cover 22207 securities and dem deliver am 11 days after dem record di positions wey e count. Dis page na live readout of dat calendar: di recent settlement dates, di mid-month/month-end rhythm, and di measured gap between when dem snapshot one position and when you fit see am.

When FINRA dey release short interest?

FINRA dey run two settlement dates every month. Brokers dey snapshot di shares wey dem hold short for dia accounts on each of those dates, dem go file di totals, and FINRA go compile one number per security and disseminate di file about eight business days later. Di settlement dates dey land near di 15th and near di last trading day of di month, so one full year na 24 prints. Na here di most recent settlement dates wey dey for file, each one with di number of names wey dem report.

QueryShort interest release schedule — recent FINRA settlement dates and names wey dem report
The exact SQL behind every number
SELECT settlement_date,
       count() AS names_reported
FROM global_markets.stocks_short_interest
GROUP BY settlement_date
ORDER BY settlement_date DESC
LIMIT 16

Di count dey sit near 22207 names on di newest print and e dey hold within one narrow band across di whole series. Dat stability na di point: every US equity with one reportable short position dey appear for every print, so di file na full-market census on one metronomic schedule, no be sampled feed. Wetin dey change settlement to settlement na di positioning, no be di coverage. To see which names dey carry di heaviest positions for di latest print, check di current most-shorted stocks; for di definition itself, wetin short interest be dey walk through di mechanics.

Mid-month and month-end: di twice-monthly rhythm

Di schedule dey easiest to read as two numbers per settlement: which day of di month e fall on, and how many days dey separate am from di previous one. Di mid-month prints dey cluster near di 15th and di month-end prints near di 30th, and di gap between consecutive settlement dates dey stay close to two weeks all year.

QueryDay-of-month and gap between consecutive settlement dates — di twice-monthly cadence
The exact SQL behind every number
SELECT settlement_date,
       toDayOfMonth(settlement_date) AS day_of_month,
       dateDiff('day', prior, settlement_date) AS days_since_prior
FROM (
    SELECT settlement_date,
           lagInFrame(settlement_date) OVER (ORDER BY settlement_date) AS prior
    FROM (
        SELECT DISTINCT settlement_date
        FROM global_markets.stocks_short_interest
        ORDER BY settlement_date DESC
        LIMIT 17
    )
    ORDER BY settlement_date
)
WHERE prior > toDate('2000-01-01')
ORDER BY settlement_date

Di two most recent settlements land on day 15 and day 30 of dia months, and di gap between dem na 15 days. Run down di days_since_prior column and di numbers dey hug 14 to 17: di mid-to-end leg of one month dey short, di end-to-mid leg dey carry di extra days of di calendar turn, and di average na about one fortnight. When one settlement date fall on weekend or market holiday di schedule dey shift to di prior trading day, na why di day-of-month column dey read 13 or 14 for some months and 15 for others instead of one fixed number. Dem dey publish di schedule one year ahead, so di next two dates dey always knowable: take di newest date wey dey for file and step forward to di next 15th-ish and month-end.

How long after di settlement date e dey public?

Di settlement date na when dem measure di position. Publication dey come later. Dis warehouse dey timestamp every row on arrival, so for di settlements wey e receive one at a time — after im initial archive load — di gap between di settlement date and di first appearance of di data na direct measure of di real publication pipeline.

QueryMeasured publication lag — settlement date vs di day di file first land here
The exact SQL behind every number
WITH first_arrival AS (
    SELECT settlement_date,
           toDate(min(_ingest_time)) AS arrived
    FROM global_markets.stocks_short_interest
    GROUP BY settlement_date
),
bulk_days AS (
    SELECT arrived
    FROM first_arrival
    GROUP BY arrived
    HAVING count() > 5
)
SELECT settlement_date,
       toString(arrived) AS arrived_here,
       dateDiff('day', settlement_date, arrived) AS publication_lag_days
FROM first_arrival
WHERE arrived NOT IN (SELECT arrived FROM bulk_days)
ORDER BY settlement_date

Each bar na one settlement, wey dem measure on im date and on file publication_lag_days later. Di most recent incrementally-delivered settlement, 2026-06-30, arrive 11 days after di fact; di one before am take 16 days. Di full band, for one row:

QueryDi publication lag for one row — fastest, median and slowest across settlements wey dem deliver bit by bit
The exact SQL behind every number
WITH first_arrival AS (
    SELECT settlement_date,
           toDate(min(_ingest_time)) AS arrived
    FROM global_markets.stocks_short_interest
    GROUP BY settlement_date
),
bulk_days AS (
    SELECT arrived
    FROM first_arrival
    GROUP BY arrived
    HAVING count() > 5
),
organic AS (
    SELECT settlement_date,
           dateDiff('day', settlement_date, arrived) AS lag
    FROM first_arrival
    WHERE arrived NOT IN (SELECT arrived FROM bulk_days)
)
SELECT count() AS settlements_measured,
       min(lag) AS fastest_lag_days,
       round(quantileDeterministic(0.5)(lag, cityHash64(settlement_date)), 1) AS median_lag_days,
       max(lag) AS slowest_lag_days
FROM organic

Across 8 settlements wey arrive one at a time, di fastest print land 10 days after im settlement date and di slowest take 26 days; di median na 14 days. Dat na di "two weeks old" reputation wey short interest dey carry, wey dem measure instead of just talk am. Di mechanics of every step for dat pipeline — di snapshot, di filing deadline, di compilation, di dissemination — dem lay am out for why short interest data dey always two weeks old, and di full FINRA dataset dey documented for di FINRA short interest data guide.

Where di cycle stand right now

At any moment one settlement date dey wey don already happen and dem never publish am. Dis panel na di live receipt of dat state.

QueryDi current state of di release cycle — newest print wey dey file and di settlement wey still dey pending
The exact SQL behind every number
WITH (SELECT max(settlement_date) FROM global_markets.stocks_short_interest) AS latest
SELECT toString(latest) AS latest_settlement_on_file,
       formatDateTime(latest, '%b %e, %Y') AS latest_label,
       toDayOfMonth(latest) AS latest_day_of_month,
       (SELECT count() FROM global_markets.stocks_short_interest
        WHERE settlement_date = latest) AS securities_in_that_print,
       (SELECT dateDiff('day', latest, toDate(min(_ingest_time))) FROM global_markets.stocks_short_interest
        WHERE settlement_date = latest) AS its_publication_lag_days,
       (SELECT count() FROM global_markets.stocks_short_interest
        WHERE settlement_date > latest) AS rows_after_latest

Di newest short interest print wey dey for file na di Jun 30, 2026 settlement — day 30 of di month — wey cover 22207 securities and dem deliver am 11 days after di fact. Di settlement after am show 0 rows: dem never publish am, and at di lags wey dem measure above dat one dey entirely expected. Dem bound dat column to zero on purpose. When di next print land di bound go trip and dem go hold dis page for refresh instead of quietly serving one stale calendar. Pair dat with di near-real-time daily short-volume file and you get two FINRA feeds on two clocks: one twice-monthly census of positions wey dem hold, one daily tally of short-sale flow.

FAQ

How often dem dey report short interest?

Two times for month. FINRA dey set one settlement date near di middle of di month and one near di end, so one calendar year dey hold 24 short interest prints. Every US equity with one reportable short position dey appear for every print — 22207 of dem for di Jun 30, 2026 settlement.

How long after di settlement date dem dey publish short interest?

Roughly eight business days. Across di settlements wey dis database receive as live deliveries, di gap between di settlement date and first publication run 10 to 26 calendar days, with one median of 14 days. Di newest print wey dey for file arrive 11 days after im settlement date.

Wetin be di FINRA short interest settlement dates?

FINRA dey publish di schedule one year in advance. Di dates dey fall near di 15th and near di last business day of each month, dey shift to di prior trading day when dem land on weekend or holiday. Di most recent one wey dey for file na Jun 30, 2026; di gap between di two latest settlements na 15 days.

Dem dey release short interest daily?

No disclosed short interest number dey wey dem dey publish daily for US. FINRA dey publish one daily short-volume file, wey dey count short-sale trading flow instead of positions wey dem hold, and vendors dey sell daily short-interest estimates wey dem model from securities-lending data. Di disclosed, settlement-based figure dey exist only two times for month. Di short interest primer dey cover di distinction.


Every panel above dey ship with di SQL wey produce am — expand any one to audit di numbers, or run di settlement calendar yourself on di Strasmore terminal.